/*
** Lesson 10.6: ARMA(1,1) Error Structure
*/
use gpe2;
output file = gpe\output10.6 reset;
load data[40,6]= gpe\cjx.txt;
     
year = data[2:40,1];
X = ln(data[2:40,2]);
L = ln(data[2:40,3]);
K = ln(data[2:40,5]);

call reset; 

_names = {"X","L","K"};
_rstat = 1;
_rplot = 2;
_bgtest = 4;
_acf = 12;

_arma = {1,1}; @ ARMA(1,1) error structure @
_nlopt = 1;    @ maximum likelihood estimation @
_method = 5;   @ QHC optimization method @
_iter = 50;    @ 50 iterations @
call estimate(X,L~K);
end;